Inhalt

[ 201WTMSSDEU22 ] UE Stochastic Differential Equations

Versionsauswahl
Workload Education level Study areas Responsible person Hours per week Coordinating university
1,5 ECTS B3 - Bachelor's programme 3. year Mathematics N.N. 1 hpw Johannes Kepler University Linz
Detailed information
Original study plan Bachelor's programme Technical Mathematics 2022W
Objectives Support to achieve the goals of the corresponding course.
Subject Basics of stochastic analysis, stochastic differential equations (SDE) in concrete applications, basic solution techniques for SDEs, existence- and uniqueness-theorem for SDEs.
Criteria for evaluation Presentation of exercises
Language English and French
Changing subject? No
Further information Until term 2022S known as: TM1WCUESTDG UE Stochastic differential equations
On-site course
Maximum number of participants 25
Assignment procedure Direct assignment